Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.568951 0.638411 0.716591 0.811839 0.925745 1.058883 1.228206
2024-11-17 00:00:00+00:00 0.480347 0.564634 0.666102 0.799357 0.973016 1.196509 1.514363
2024-11-24 00:00:00+00:00 0.424205 0.516451 0.633392 0.796450 1.024701 1.344206 1.848152
2024-12-01 00:00:00+00:00 0.369504 0.461334 0.582212 0.758500 1.019325 1.410016 2.082806
2024-12-08 00:00:00+00:00 0.328232 0.418300 0.540591 0.725810 1.013297 1.470821 2.326174
2024-12-15 00:00:00+00:00 0.308465 0.401752 0.532686 0.739370 1.077907 1.655966 2.850511
2024-12-22 00:00:00+00:00 0.296018 0.393710 0.535336 0.768303 1.171522 1.913563 3.629825
2024-12-29 00:00:00+00:00 0.281174 0.380491 0.528404 0.780387 1.238027 2.139285 4.461584
2025-01-05 00:00:00+00:00 0.267207 0.367125 0.519527 0.787492 1.296271 2.365251 5.437352
2025-01-12 00:00:00+00:00 0.252255 0.350902 0.504347 0.781350 1.327587 2.542456 6.405935
2025-01-19 00:00:00+00:00 0.233722 0.327731 0.475830 0.747846 1.297962 2.569931 6.918455
2025-01-26 00:00:00+00:00 0.224423 0.318374 0.469162 0.753298 1.350167 2.815484 8.447679
2025-02-02 00:00:00+00:00 0.216858 0.311610 0.466858 0.767946 1.428630 3.170277 10.939973
2025-02-09 00:00:00+00:00 0.206434 0.299444 0.454185 0.760853 1.456635 3.396976 13.219368
2025-02-16 00:00:00+00:00 0.198078 0.290110 0.445654 0.760924 1.501974 3.699364 16.595885
2025-02-23 00:00:00+00:00 0.185468 0.272903 0.421801 0.726927 1.456741 3.688889 17.867640
2025-03-02 00:00:00+00:00 0.174468 0.257850 0.400879 0.697065 1.417539 3.689156 19.334269
2025-03-09 00:00:00+00:00 0.170308 0.254188 0.400416 0.710492 1.494445 4.149343 26.579710
2025-03-16 00:00:00+00:00 0.168275 0.254003 0.406274 0.738251 1.617256 4.871265 41.546054
2025-03-23 00:00:00+00:00 0.164336 0.250227 0.405018 0.749936 1.697728 5.477874 61.738475
2025-03-30 00:00:00+00:00 0.160087 0.245646 0.401848 0.756818 1.765994 6.086682 93.375701
2025-04-06 00:00:00+00:00 0.154726 0.238785 0.393735 0.751107 1.793866 6.515069 132.465041
2025-04-13 00:00:00+00:00 0.146925 0.227169 0.375553 0.719445 1.731529 6.400993 144.454095